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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BlackRock Sustainable Advantage International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
BlackRock Sustainable Advantage International Equity Fund (BRZIX) has returned -1.92% so far this year and 19.62% over the past 12 months.
BlackRock Sustainable Advantage International Equity Fund
- 1D
- 0.25%
- 1M
- -10.77%
- YTD
- -1.92%
- 6M
- 2.54%
- 1Y
- 19.62%
- 3Y*
- 14.65%
- 5Y*
- 8.83%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 18, 2020, BRZIX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +14.3%, while the worst month was Mar 2026 at -10.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BRZIX closed higher 52% of trading days. The best single day was Jul 15, 2021 with a return of +8.7%, while the worst single day was Jul 16, 2021 at -9.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.12% | 4.57% | -10.77% | -1.92% | |||||||||
| 2025 | 4.81% | 3.21% | 0.17% | 3.52% | 4.94% | 2.31% | -2.40% | 4.68% | 2.73% | 0.66% | 0.66% | 3.18% | 32.15% |
| 2024 | -0.46% | 3.26% | 3.51% | -2.79% | 6.36% | -1.60% | 2.61% | 3.29% | 0.41% | -5.70% | -0.00% | -2.72% | 5.67% |
| 2023 | 8.07% | -2.59% | 3.07% | 3.08% | -3.56% | 4.49% | 2.67% | -3.95% | -3.43% | -2.23% | 8.52% | 4.84% | 19.37% |
| 2022 | -4.39% | -3.56% | 0.10% | -6.40% | 1.45% | -8.68% | 5.42% | -6.01% | -8.33% | 5.85% | 13.29% | -1.38% | -14.02% |
| 2021 | -1.33% | 2.97% | 2.27% | 3.25% | 3.89% | -1.20% | 0.31% | 1.75% | -3.35% | 3.02% | -4.14% | 5.21% | 12.87% |
Benchmark Metrics
BlackRock Sustainable Advantage International Equity Fund has an annualized alpha of 2.57%, beta of 0.74, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since August 19, 2020.
- This fund participated in 82.31% of S&P 500 Index downside but only 81.39% of its upside — more exposed to losses than it benefited from rallies.
- This fund generated an annualized alpha of 2.57% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.57%
- Beta
- 0.74
- R²
- 0.56
- Upside Capture
- 81.39%
- Downside Capture
- 82.31%
Expense Ratio
BRZIX has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BRZIX ranks 58 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for BlackRock Sustainable Advantage International Equity Fund (BRZIX) and compare them to a chosen benchmark (S&P 500 Index).
| BRZIX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 0.90 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.39 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.40 | +0.12 |
Martin ratioReturn relative to average drawdown | 5.80 | 6.61 | -0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore BRZIX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
BlackRock Sustainable Advantage International Equity Fund provided a 16.18% dividend yield over the last twelve months, with an annual payout of $1.98 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.98 | $1.98 | $0.42 | $0.28 | $0.31 | $1.51 | $0.07 |
Dividend yield | 16.18% | 15.87% | 3.83% | 2.59% | 3.29% | 13.55% | 0.59% |
Monthly Dividends
The table displays the monthly dividend distributions for BlackRock Sustainable Advantage International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.00 | $1.64 | $1.98 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.42 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.28 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.31 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 | $1.51 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the BlackRock Sustainable Advantage International Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BlackRock Sustainable Advantage International Equity Fund was 32.64%, occurring on Sep 27, 2022. Recovery took 361 trading sessions.
The current BlackRock Sustainable Advantage International Equity Fund drawdown is 10.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.64% | Jul 16, 2021 | 304 | Sep 27, 2022 | 361 | Mar 6, 2024 | 665 |
| -13.89% | Mar 20, 2025 | 14 | Apr 8, 2025 | 17 | May 2, 2025 | 31 |
| -11.5% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
| -10.12% | Sep 27, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
| -7.84% | Jul 15, 2024 | 16 | Aug 5, 2024 | 12 | Aug 21, 2024 | 28 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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